Answers are grounded in this paper and cite their sources.
Exact analytic expressions are developed for the average power of the Benjamini and Hochberg false discovery control procedure. The result is based on explicit computation of the joint probability distribution of the total number of rejections and the number of false rejections, and expressed in terms of the cumulative distribution functions of the p-values of the hypotheses. An example of analytic evaluation of the average power is given. The result is confirmed by numerical experiments and applied to a meta-analysis of three clinical studies in mammography.
No takes yet. Share an insight, caveat, or question.
Glueck et al. (2008) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: